Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,297 CHF | 55,547 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,265 | 25,265 | 53,477 CHF | 53,729 CHF | 98.46% | 98.46% |
11/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 25,000 | 25,000 | 25,523 | 25,522 | 52,025 CHF | 52,278 CHF | 99.84% | 99.84% |
10/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,239 CHF | 97,739 CHF | 99.77% | 99.77% |
09/07/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,528 CHF | 98,028 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,008 CHF | 97,508 CHF | 98.98% | 98.98% |
05/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,486 CHF | 93,986 CHF | 100.00% | 100.00% |
04/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,152 CHF | 88,652 CHF | 98.17% | 98.17% |
03/07/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,263 CHF | 86,763 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,939 CHF | 79,439 CHF | 100.00% | 100.00% |